LognormalDistribution Class

Class LognormalDistribution represents the lognormal probability distribution.

Inheritance Hierarchy

SystemObject
CenterSpace.NMath.CoreProbabilityDistribution
CenterSpace.NMath.CoreLognormalDistribution

Namespace: CenterSpace.NMath.Core
Assembly: NMath (in NMath.dll) Version: 7.4

Syntax

C++

Copy

[SerializableAttribute]
public class LognormalDistribution : ProbabilityDistribution, 
	IRandomVariableMoments

<SerializableAttribute>
Public Class LognormalDistribution
	Inherits ProbabilityDistribution
	Implements IRandomVariableMoments

[SerializableAttribute]
public ref class LognormalDistribution : public ProbabilityDistribution, 
	IRandomVariableMoments

[<SerializableAttribute>]
type LognormalDistribution =  
    class
        inherit ProbabilityDistribution
        interface IRandomVariableMoments
    end

The LognormalDistribution type exposes the following members.

Constructors

	Name	Description
	LognormalDistribution	Default constructor. Constructs a LognormalDistribution distribution whose logarithm have mean 0 and standard deviation 1.
	LognormalDistribution(Double, Double)	Creates a LognormalDistribution instance whose associated normal distrubution has the specified mean and standard deviation. That is, the logarithm of the distribution will have the specified mean and standard deviation.

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Properties

	Name	Description
	Kurtosis	Gets the kurtosis, a measure of the degree of peakednesss of the distribution.
	Mean	Gets the mean of the distribution.
	Mu	Gets and sets the mean of the logarithm of self which, by definition, is normally distributed.
	Sigma	Gets and sets the standard deviation of the logarithm of self which, by definition, is normally distributed.
	Skewness	Gets the skewness, a measure of the degree of asymmetry of this distribution.
	Variance	Gets the variance of the distribution. Remarks The variance of the distribution is the standard deviation squared.

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Methods

	Name	Description
	CDF	Returns the cumulative density function evaluated at a given value. (Overrides ProbabilityDistributionCDF(Double).)
	Clone	Creates a deep copy of this LognormalDistribution. (Overrides ProbabilityDistributionClone.)
	InverseCDF	Returns the inverse cumulative density function evaluated a the given value. (Overrides ProbabilityDistributionInverseCDF(Double).)
	InverseCdfUsingBracket	Uses a bracketing method to evaluate the inverse of cumulative distribution functions. (Inherited from ProbabilityDistribution.)
	InverseDiscreteCdfUsingBracket	Uses a bracketing method to evaluate the inverse of cumulative distribution functions for discrete distributions. (Inherited from ProbabilityDistribution.)
	OnDeserialized	Constructs a LognormalDistribution instance from serialization information.
	PDF	Returns the probability density function evaluated at a given value. (Overrides ProbabilityDistributionPDF(Double).)
	SetParameters	Sets the mean and standard deviation of the logarithm of self (which is normally distributed) to the specified values.
	ToString	Returns a formatted string representation of this distribution. (Overrides ProbabilityDistributionToString.)

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Remarks

The lognormal distribution is the distribution of a random variable whose logarithm is normally distributed. If Y is a random variable with a normal distribution, then the random variable X = exp(Y) has a lognormal distribution. Likewise if the random variable X has a lognormal distribution then the random variable Y = log(X) is normally distributed. NOTE: When specifying the parameters that describe an instance of LognormalDistribution we do so by specifying the mean and standard deviation of its logarithm which, by definition, is normally distributed.

Reference

CenterSpace.NMath.Core Namespace